+204.5%
PH vs ZCMD
-100.0%
+304.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | +7.4% | -2.9% | +10.3% | +7.4% |
| 30D | +0.5% | -28.5% | +28.9% | +0.7% |
| 3M | -10.2% | -56.5% | +46.3% | -9.9% |
| 6M | +8.9% | -99.7% | +108.6% | +11.7% |
| YTD | +9.7% | -99.9% | +109.5% | +13.1% |
| 1Y | +12.8% | -99.9% | +112.7% | +16.7% |
| 3Y | +134.6% | -100.0% | +234.6% | +148.4% |
| 5Y | +204.5% | -100.0% | +304.5% | +225.0% |
| All | +204.5% | -100.0% | +304.5% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling